Not familiar with Linksys, but it appears the disk is not shared, just connected. You may have to format the disk for the Linksys to be able to create a share? Check the help link for more details.

Also, Mac will attempt to connect using the logged in user's credentials. For example, if the user account on the Mac is "Sergey" with password "password", the mac will try using this to connect to the SMB share. It may require you to use the login credentials for the Linksys, to do so, click connect as and enter local\admin and the Linksys admin password (assuming the admin account on the router is "admin).

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